NEWS
ardldml 0.1.0 (2026-09-15)
- First release.
dml_bounds() fits the DML-Bounds test of Villena (2026): a balanced,
cross-fitted first stage orthogonalises the lagged levels against a
high-dimensional control set, and the null of no level relationship is tested
on the residualised variables.
dml_bootstrap() implements the restricted system wild bootstrap, which
regenerates the outcome and the focal regressor jointly under a shared
Rademacher weight so the endogeneity channel is preserved.
trend_absorption() and penalty_sensitivity() report whether a verdict
survives a change of conditioning set or of penalty.
classical_bounds_test() runs all three steps of the classical procedure and
reads the statistic against a bracket simulated at the model's own sample
size, rather than against a table calibrated at T = 1000.
simulate_pss_bounds() regenerates the classical bracket from the
data-generating process of Pesaran, Shin and Smith (2001); no critical-value
table is stored in the package.
- Bundled
passthrough data: nine monthly United States macroeconomic series,
1973-2020, so every example runs offline.